util.py 文件源码

def wishartrand(nu, phi):
    dim = phi.shape[0]
    chol = cholesky(phi)
    foo = np.zeros((dim, dim))

    for i in range(dim):
        for j in range(i + 1):
            if i == j:
                foo[i, j] = np.sqrt(chi2.rvs(nu - (i + 1) + 1))
            else:
                foo[i, j] = np.random.normal(0, 1)
    return np.dot(chol, np.dot(foo, np.dot(foo.T, chol.T)))